+677.4%
MSTR vs INSM
+841.5%
-164.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -5.9% | -3.2% |
| 7D | +7.7% | +1.7% | +6.0% | +7.5% |
| 30D | +36.3% | -4.4% | +40.8% | +37.1% |
| 3M | +13.4% | +30.0% | -16.6% | +8.1% |
| 6M | -4.5% | -10.0% | +5.5% | -4.8% |
| YTD | -12.7% | -26.0% | +13.3% | -10.7% |
| 1Y | -59.6% | -12.5% | -47.1% | -59.9% |
| 3Y | +272.5% | +390.5% | -118.0% | +168.3% |
| 5Y | +107.1% | +357.7% | -250.6% | +49.5% |
| 10Y | +677.4% | +877.2% | -199.9% | +433.6% |
| All | +677.4% | +841.5% | -164.1% | +433.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling